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Asymptotic Dissipativity for Merged Stochastic Evolutionary Systems with Markov Switchings and Impulse Perturbations under Conditions of Lévy Approximation

Conditions for asymptotic dissipativity are established for the merged system of stochastic differential equations with Markov switchings and impulse perturbations under conditions of Levy approximation. In particular, it is analyzed how the behavior of the boundary process depends on the pre-limiti...

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Bibliographic Details
Published in:Cybernetics and systems analysis 2020-05, Vol.56 (3), p.392-400
Main Authors: Samoilenko, I. V., Nikitin, A. V., Dovhai, B. V.
Format: Article
Language:English
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Summary:Conditions for asymptotic dissipativity are established for the merged system of stochastic differential equations with Markov switchings and impulse perturbations under conditions of Levy approximation. In particular, it is analyzed how the behavior of the boundary process depends on the pre-limiting normalization of a stochastic evolution system in the ergodic Markovian environment under the conditions of Lévy approximation.
ISSN:1060-0396
1573-8337
DOI:10.1007/s10559-020-00255-4